Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49637.82 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43608.45 Kr¶

PnL: ---------------------------------------> -1267.13 Kr¶

DD now: ---------------------------------> -6.556 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 11:28:11.520635'

Anic Portfolio¶

Today¶

Return: 0.122 %¶

This Week¶

Return: -2.194 %¶

Total portfolio value¶

Return including deposits: 62.501 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 5.870000 1512.920000 89.920000 6.320000 1423.000014
Nederman Holding 1 -3.320000 204.000000 5.000000 2.510000 199.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Hennes & Mauritz B 6 -1.190000 914.040000 2.040000 0.220000 912.000000
JM 7 0.820000 947.800000 -2.200000 -0.230000 950.000002
ASSA ABLOY B 4 -0.490000 984.000000 -9.000000 -0.910000 993.000000
Eastnine 6 -1.280000 648.000000 -9.000000 -1.370000 657.000000
BioGaia B 8 1.640000 894.400000 -9.600000 -1.060000 904.000000
Biotage 1 -1.970000 139.200000 -9.800000 -6.580000 149.000000
Atrium Ljungberg B 5 -0.060000 893.500000 -10.500000 -1.160000 904.000000
OX2 12 -0.930000 898.200000 -10.800000 -1.190000 909.000000
AcadeMedia 20 -0.660000 963.600000 -14.400000 -1.470000 978.000000
Bufab 3 0.170000 1061.400000 -14.600000 -1.360000 1076.000001
Vitrolife 3 0.730000 661.800000 -15.200000 -2.250000 677.000001
INVISIO 15 0.000000 3555.000000 -17.000000 -0.480000 3571.999995
Gränges 10 0.200000 1020.000000 -19.000000 -1.830000 1039.000000
Vitec Software Group B 2 -1.900000 1084.000000 -20.000000 -1.810000 1104.000000
Latour B 4 -1.560000 834.800000 -21.200000 -2.480000 856.000000
Investor B 3 -0.450000 634.800000 -23.200000 -3.530000 657.999999
SKF B 5 0.470000 953.000000 -27.000000 -2.760000 980.000000
Sandvik 4 0.050000 818.800000 -29.200000 -3.440000 848.000000
Byggmax Group 33 0.140000 937.200000 -29.800000 -3.080000 966.999990
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Addnode Group B 7 -1.500000 874.300000 -30.700000 -3.390000 904.999998
Alimak Group 12 0.250000 974.400000 -32.600000 -3.240000 1007.000004
Sagax B 4 -1.940000 851.200000 -33.800000 -3.820000 885.000000
Hexatronic Group 15 -1.150000 1032.600000 -38.400000 -3.590000 1071.000000
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
EQT 4 -2.730000 826.000000 -47.000000 -5.380000 873.000000
Platzer Fastigheter Holding B 12 -0.530000 903.600000 -47.400000 -4.980000 951.000000
Catena 2 -0.850000 750.000000 -56.000000 -6.950000 806.000000
HEXPOL B 8 -4.330000 900.800000 -56.200000 -5.870000 957.000000
Hexagon B 26 -0.960000 3351.400000 -68.600000 -2.010000 3420.000012
Orrön Energy 170 -3.970000 1972.850000 -73.150000 -3.580000 2045.999980
VEF 788 -0.430000 1804.520000 -98.480000 -5.170000 1903.000300
Sedana Medical 93 0.940000 2589.120000 -394.460000 -13.220000 2983.577733
TOTAL 43608.450000 -1267.130000 -6.55592% 44875.578016

Updated:¶

'2023-06-21 11:28:28.253288'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶